From RP documentation
Red LED is indicating CPU heartbeat, while orange LED indicates access to SD card. Notice that this two LEDs always starts blinking 10s after green and blue LEDs are turned ON.

It makes sense that if the CPU is not running you can not connect to the RP. There are two options here.

You need to wait for at least 10 s and check if the red and orange LED start blinking, than wait until the yellow LED starts blinking slowly. Now you are ready to connect to your RP. If you try to connect to your RP the DHCP server is not up and running yet, so you can not connect to it.

There is a problem with the imade on the SD card or the SD card itself. What you can do is:

to fix the image, write the image again on the SD card, as described here .

replace your SD card with another and write the image to the SD card, as described in a.

In the beginning either blue or red led just don't turn on, so I've followed the instructions to fix de image on de SD card, after that, the blue led turned on, but, the yellow and red leds don't blink or anything, after 10 s or 10 min, and I'm still unable to connect mi RP via LAN